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Estimation of the memory parameters of the fractionally integrated separable spatial autoregressive (FISSAR(1,1)) model : a simulation study.

In this article, we implement the regression method for estimating (d1,d2) of the FISSAR(1,1) model. It is also possible to estimate d1 and d2 by Whittle’s method. We also compute the estimated bias, standard error, and root mean square error by a simulation study. A comparison was made between the...

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Main Authors:	Ghodsi, Alireza, Shitan, Mahendran
格式:	Article
語言:	English English
出版:	Taylor & Francis 2009
在線閱讀:	http://psasir.upm.edu.my/id/eprint/14574/1/Estimation%20of%20the%20memory%20parameters%20of%20the%20fractionally%20integrated%20separable%20spatial%20autoregressive.pdf http://psasir.upm.edu.my/id/eprint/14574/
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